Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49153.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45092.3 Kr¶

PnL: ---------------------------------------> 36.3 Kr¶

DD now: ---------------------------------> -7.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:45:16.427338'

Anic Portfolio¶

Today¶

Return: -1.136 %¶

This Week¶

Return: -0.304 %¶

Total portfolio value¶

Return including deposits: 60.916 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.060000 1666.620000 197.620000 13.450000 1468.999998
Orrön Energy 180 -1.920000 2160.000000 117.000000 5.730000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax B 4 0.450000 901.200000 47.200000 5.530000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.290000 967.200000 17.200000 1.810000 949.999999
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.600000 935.200000 5.200000 0.560000 930.000000
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Sedana Medical 93 -5.590000 2512.860000 -8.140000 -0.320000 2521.000011
Clas Ohlson B 12 -2.070000 963.600000 -9.400000 -0.970000 972.999996
Addnode Group B 11 0.730000 908.600000 -12.400000 -1.350000 921.000003
ASSA ABLOY B 3 -1.730000 766.200000 -12.800000 -1.640000 779.000001
Byggmax Group 33 -3.190000 942.480000 -13.520000 -1.410000 956.000001
EQT 4 -2.250000 817.600000 -14.400000 -1.730000 832.000000
INVISIO 16 1.550000 3672.000000 -17.000000 -0.460000 3689.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.470000 904.750000 -35.250000 -3.750000 940.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Indutrade 5 -1.510000 1172.000000 -46.000000 -3.780000 1218.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -3.140000 3325.400000 -135.600000 -3.920000 3461.000010
TOTAL 45092.300000 36.300000 -7.46759% 45056.000411

Updated:¶

'2023-07-05 16:45:33.677797'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶